Generalized Dual Dynamic Programming for Infinite Horizon Problems in Continuous State and Action Spaces

DOI10.1109/TAC.2019.2907812zbMath1482.90236arXiv1711.07222OpenAlexW2964048385MaRDI QIDQ5211265

John Lygeros, Paul Nathaniel Beuchat, Joseph Warrington

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.07222

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimality conditions for problems involving relations other than differential equations (49K21)

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